Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47515.0 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46120.09 Kr¶

PnL: ---------------------------------------> -768.48 Kr¶

DD now: ---------------------------------> -2.293 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:38:44.413429'

Anic Portfolio¶

Today¶

Return: -0.816 %¶

This Week¶

Return: -0.039 %¶

Total¶

Return: 55.552 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.490000 3099.200000 128.200000 4.320000 2971.000006
HEBA B 70 -1.740000 2761.500000 125.500000 4.760000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
Corem Property Group B 59 -0.090000 637.200000 60.200000 10.430000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.490000 404.600000 49.600000 13.970000 355.000000
OEM International B 7 -0.120000 560.700000 32.700000 6.190000 527.999997
Norva24 Group 16 0.000000 572.160000 29.160000 5.370000 543.000000
Boozt 12 -2.580000 1678.800000 24.800000 1.500000 1653.999996
SAAB B 8 -0.090000 3398.400000 21.400000 0.630000 3377.000000
HMS Networks 2 -2.640000 692.400000 19.400000 2.880000 673.000000
MedCap 2 -1.350000 440.000000 19.000000 4.510000 421.000000
Intrum 4 -1.480000 544.600000 17.600000 3.340000 527.000000
Coor Service Management Hold. 8 -0.580000 548.400000 16.400000 3.080000 532.000000
Eastnine 4 -0.160000 507.200000 16.200000 3.300000 491.000000
AcadeMedia 12 -0.590000 565.680000 8.680000 1.560000 557.000004
Samhällsbyggnadsbo. i Norden D 12 -2.240000 251.040000 5.040000 2.050000 246.000000
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
Fastighetsbolag. Emilshus Pref 21 -0.740000 564.900000 2.900000 0.520000 562.000005
Securitas B 6 -0.400000 572.040000 2.040000 0.360000 570.000000
Swedbank A 3 -0.530000 564.150000 0.150000 0.030000 564.000000
Resurs Holding 22 -0.950000 573.760000 -0.240000 -0.040000 573.999998
Essity B 2 0.560000 573.400000 -0.600000 -0.100000 574.000000
Handelsbanken A 5 0.550000 544.000000 -2.000000 -0.370000 546.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Karnov Group 9 0.170000 529.200000 -6.800000 -1.270000 536.000004
CTEK 13 -1.950000 523.250000 -10.750000 -2.010000 533.999999
Midsona B 63 -0.660000 570.780000 -12.220000 -2.100000 582.999984
Nordea Bank Abp 29 -0.610000 3418.520000 -35.480000 -1.030000 3453.999992
International Petroleum Corp. 5 -1.430000 552.500000 -42.070000 -7.080000 594.565215
Vivesto 1368 0.000000 569.910000 -43.090000 -7.030000 612.999432
Sampo Oyj SDB 7 0.000000 3738.000000 -112.000000 -2.910000 3850.000000
Axfood 13 -0.540000 3608.800000 -147.200000 -3.920000 3756.000001
OX2 18 -1.650000 1502.100000 -161.900000 -9.730000 1663.999992
Fasadgruppen Group 35 0.000000 3447.500000 -363.500000 -9.540000 3810.999990
Ovzon 52 -3.660000 2875.600000 -486.400000 -14.470000 3361.999992
TOTAL 46120.090000 -768.480000 -2.2926% 46888.564618

Updated:¶

'2023-01-19 09:38:57.062630'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶